Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47373.88 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45975.89 Kr¶

PnL: ---------------------------------------> -912.68 Kr¶

DD now: ---------------------------------> -2.583 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 09:48:46.515332'

Anic Portfolio¶

Today¶

Return: 0.135 %¶

This Week¶

Return: -1.125 %¶

Total¶

Return: 55.09 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.160000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 0.630000 2789.500000 153.500000 5.820000 2636.000010
HMS Networks 2 -1.320000 780.400000 107.400000 15.960000 673.000000
Nordea Bank Abp 29 0.870000 3513.640000 59.640000 1.730000 3453.999992
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 1.000000 393.700000 38.700000 10.900000 355.000000
SAAB B 8 -1.000000 3408.800000 31.800000 0.940000 3377.000000
Corem Property Group B 59 1.180000 605.930000 28.930000 5.010000 576.999999
Resurs Holding 22 0.740000 598.180000 24.180000 4.210000 573.999998
Intrum 4 0.950000 550.000000 23.000000 4.360000 527.000000
OEM International B 7 0.000000 546.000000 18.000000 3.410000 527.999997
Eastnine 4 0.790000 508.000000 17.000000 3.460000 491.000000
Swedbank A 3 0.810000 580.500000 16.500000 2.930000 564.000000
AcadeMedia 12 -0.950000 573.120000 16.120000 2.890000 557.000004
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Securitas B 6 1.190000 582.960000 12.960000 2.270000 570.000000
Boozt 12 -0.570000 1662.000000 8.000000 0.480000 1653.999996
Norva24 Group 16 -0.870000 549.120000 6.120000 1.130000 543.000000
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 1.650000 250.800000 4.800000 1.950000 246.000000
Coor Service Management Hold. 8 -0.150000 534.800000 2.800000 0.530000 532.000000
Creaspac SPAC 6 -0.720000 576.600000 -0.400000 -0.070000 577.000002
Handelsbanken A 5 0.600000 543.250000 -2.750000 -0.500000 546.000000
Midsona B 63 0.550000 571.410000 -11.590000 -1.990000 582.999984
Essity B 2 0.510000 552.000000 -22.000000 -3.830000 574.000000
CTEK 13 -4.210000 508.300000 -25.700000 -4.810000 533.999999
International Petroleum Corp. 5 2.720000 567.000000 -27.570000 -4.640000 594.565215
Essity A 4 0.550000 1104.000000 -45.000000 -3.920000 1149.000000
Vivesto 1368 -0.050000 553.770000 -59.230000 -9.660000 612.999432
Sampo Oyj SDB 7 0.370000 3773.000000 -77.000000 -2.000000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 0.190000 2808.000000 -163.000000 -5.490000 2971.000006
OX2 18 -0.440000 1412.100000 -251.900000 -15.140000 1663.999992
Axfood 13 0.410000 3482.700000 -273.300000 -7.280000 3756.000001
Ovzon 52 -1.120000 2745.600000 -616.400000 -18.330000 3361.999992
TOTAL 45976.480000 -912.090000 -2.58158% 46888.564618

Updated:¶

'2023-01-27 09:47:51.414470'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶